This book, the first on these topics, addresses the problem of finding an ellipsoid to represent a large set of points in high-dimensional space, which has applications in computational geometry, data representations, and optimal design in statistics. The book covers the formulation of this and related problems, theoretical properties of their optimal solutions, and algorithms for their solution. Due to the high dimensionality of these problems, first-order methods that require minimal computational work at each iteration ...
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This book, the first on these topics, addresses the problem of finding an ellipsoid to represent a large set of points in high-dimensional space, which has applications in computational geometry, data representations, and optimal design in statistics. The book covers the formulation of this and related problems, theoretical properties of their optimal solutions, and algorithms for their solution. Due to the high dimensionality of these problems, first-order methods that require minimal computational work at each iteration are attractive. While algorithms of this kind have been discovered and rediscovered over the past fifty years, their computational complexities and convergence rates have only recently been investigated. The optimization problems in the book have the entries of a symmetric matrix as their variables, so the author's treatment also gives an introduction to recent work in matrix optimization. Provides historical perspective on the problems studied by optimizers, statisticians, and geometric functional analysts. Demonstrates the huge computational savings possible by exploiting simple updates for the determinant and the inverse after a rank-one update. Highlights the difficulties in algorithms when related problems are studied that do not allow simple updates at each iteration. Gives rigorous analyses of the proposed algorithms, MATLAB codes, and computational results.
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Add this copy of Minimum-Volume Ellipsoids to cart. $77.89, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2016 by MP-SIA SIAM-Society for Industrial and Applied M.
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
7/30/2016 12: 00: 00 AM
Language:
English
Alibris ID:
18846016325
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Add this copy of Minimum-Volume Ellipsoids: Theory and Algorithms to cart. $89.01, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2016 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2016
Language:
English
Alibris ID:
18948828256
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2016, Society for Industrial & Applied Mathematics,U.S.
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Add this copy of Minimum-Volume Ellipsoids: Theory and Algorithms to cart. $110.44, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2016
Language:
English
Alibris ID:
18974395910
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New. MOS-SIAM Series on Optimization . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.